Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
19/11/2019 | 7.72% | 0.15 | 0.17 | 340,000 | 100,000 | 205,531 | 100,000 | 51,128 | 28,072 | 100.00% | 100.00% |
18/11/2019 | 13.89% | 0.11 | 0.13 | 460,000 | 100,000 | 368,347 | 100,000 | 49,712 | 16,386 | 99.94% | 99.94% |
15/11/2019 | 12.67% | 0.17 | 0.19 | 300,000 | 100,000 | 343,884 | 100,000 | 50,835 | 16,929 | 100.00% | 100.00% |
14/11/2019 | 14.93% | 0.13 | 0.15 | 390,000 | 100,000 | 397,575 | 99,416 | 50,186 | 14,697 | 99.73% | 99.73% |
13/11/2019 | 14.66% | 0.16 | 0.18 | 320,000 | 100,000 | 374,139 | 98,488 | 49,208 | 15,414 | 100.00% | 100.00% |
12/11/2019 | 9.20% | 0.25 | 0.27 | 200,000 | 100,000 | 243,967 | 100,000 | 50,564 | 22,979 | 99.97% | 99.97% |
11/11/2019 | 14.96% | 0.15 | 0.17 | 340,000 | 100,000 | 405,898 | 100,000 | 50,286 | 14,653 | 96.85% | 96.85% |
08/11/2019 | 13.26% | 0.16 | 0.22 | 25,000 | 25,000 | 225,385 | 88,792 | 43,538 | 19,076 | 98.12% | 98.12% |
07/11/2019 | 8.67% | 0.23 | 0.25 | 220,000 | 100,000 | 229,148 | 100,000 | 50,532 | 24,114 | 100.00% | 100.00% |